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Necessary and Sufficient Conditions for Representing General Distributions by Coxians

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Computer Performance Evaluation. Modelling Techniques and Tools (TOOLS 2003)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 2794))

Abstract

A common analytical technique involves using a Coxian distribution to model a general distribution G, where the Coxian distribution agrees with G on the first three moments. This technique is motivated by the analytical tractability of the Coxian distribution. Algorithms for mapping an input distribution G to a Coxian distribution largely hinge on knowing a priori the necessary and sufficient number of phases in the representative Coxian distribution. In this paper, we formally characterize the set of distributions G which are well-represented by an n-phase Coxian distribution, in the sense that the Coxian distribution matches the first three moments of G. We also discuss a few common, practical examples.

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Author information

Authors and Affiliations

  1. Department of Computer Science, Carnegie Mellon University, 5000 Forbes Avenue, Pittsburgh, PA, 15213, USA

    Takayuki Osogami & Mor Harchol-Balter

Authors
  1. Takayuki Osogami
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  2. Mor Harchol-Balter
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Editor information

Editors and Affiliations

  1. Universität Dortmund, P.O. Box, D-44221, Dortmund, Germany

    Peter Kemper

  2. Coordinated Science Laboratory, University of Illinois at Urbana-Champaign, 1308 W. Main Street, P.O. Box, 61801, Urbana, IL, USA

    William H. Sanders

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Osogami, T., Harchol-Balter, M. (2003). Necessary and Sufficient Conditions for Representing General Distributions by Coxians. In: Kemper, P., Sanders, W.H. (eds) Computer Performance Evaluation. Modelling Techniques and Tools. TOOLS 2003. Lecture Notes in Computer Science, vol 2794. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-45232-4_12

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  • DOI: https://doi.org/10.1007/978-3-540-45232-4_12

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-40814-7

  • Online ISBN: 978-3-540-45232-4

  • eBook Packages: Springer Book Archive

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